+59.9%
DDOG vs CLX
-37.0%
+96.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.2% | +9.3% | +7.0% |
| 7D | +7.7% | -4.9% | +12.6% | +7.3% |
| 30D | -13.6% | -15.8% | +2.2% | -14.7% |
| 3M | -0.9% | -7.9% | +7.0% | -1.4% |
| 6M | +75.2% | -19.0% | +94.3% | +73.4% |
| YTD | +65.7% | -7.9% | +73.6% | +64.5% |
| 1Y | +60.4% | -25.4% | +85.7% | +59.4% |
| 3Y | +130.7% | -35.0% | +165.7% | +126.4% |
| 5Y | +59.9% | -36.8% | +96.6% | +44.3% |
| All | +59.9% | -37.0% | +96.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling